+99.9%
VLO vs FIX
+13.3%
+86.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -9.5% | -13.9% | +4.4% | -9.1% |
| 30D | -19.1% | -35.5% | +16.4% | -18.8% |
| 3M | +11.4% | -33.9% | +45.3% | +11.8% |
| 6M | +46.7% | -43.3% | +90.0% | +46.4% |
| YTD | +118.6% | +18.7% | +100.0% | +111.4% |
| 1Y | +99.9% | +13.8% | +86.1% | +94.2% |
| All | +99.9% | +13.3% | +86.6% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling